+71.5%
PANW vs PENG
+97.0%
-25.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.6% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | -11.8% | -15.2% | +3.4% | -10.2% |
| 3M | +28.6% | -16.9% | +45.5% | +28.9% |
| 6M | +104.4% | +161.5% | -57.1% | +79.8% |
| YTD | +83.8% | +148.6% | -64.8% | +60.5% |
| 1Y | +71.5% | +89.6% | -18.1% | +50.3% |
| All | +71.5% | +97.0% | -25.5% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling